Gradient-based Sampling: An Adaptive Importance Sampling for Least-squares.
Rong ZhuPublished in: CoRR (2018)
Keyphrases
- importance sampling
- least squares
- monte carlo
- parameter estimation
- markov chain
- kalman filter
- stochastic sampling
- markov chain monte carlo
- particle filter
- approximate inference
- rare events
- particle filtering
- variance reduction
- sequential monte carlo
- posterior distribution
- optical flow
- proposal distribution
- object tracking
- three dimensional
- markov random field
- active learning
- k means
- pairwise